+35.4%
XLY vs DOCS
-36.0%
+71.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.4% | -1.0% |
| 7D | -2.0% | -1.4% | -0.5% | -1.8% |
| 30D | -3.1% | +21.8% | -25.0% | -6.2% |
| 3M | -1.8% | +27.3% | -29.1% | -5.5% |
| 6M | -0.9% | -0.3% | -0.5% | -2.3% |
| YTD | -3.4% | -40.5% | +37.1% | +1.6% |
| 1Y | -1.5% | -61.5% | +60.0% | +9.4% |
| 3Y | +38.8% | +8.2% | +30.6% | +27.2% |
| 5Y | +30.5% | -73.4% | +103.9% | +27.8% |
| All | +35.4% | -36.0% | +71.4% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOCS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling